-72.2%
TTD vs DVN
+41.2%
-113.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.5% |
| 7D | +6.3% | +1.5% | +4.8% | +6.4% |
| 30D | -23.9% | +14.2% | -38.1% | -23.3% |
| 3M | -31.4% | +5.2% | -36.6% | -30.7% |
| 6M | -42.7% | +11.9% | -54.5% | -42.2% |
| YTD | -62.0% | +32.8% | -94.8% | -61.2% |
| 1Y | -72.2% | +38.6% | -110.8% | -71.8% |
| All | -72.2% | +41.2% | -113.4% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling